WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 477,569: 118,915 178,145 163,906 159,555 98,965 442,376 441,016: 35,193 36,553
Old : 239,599: 124,448 115,525 51,771 43,671 55,413 219,890 222,710: 19,709 16,889
Other: 237,970: 61,462 129,615 45,140 115,884 43,551 222,486 218,306: 15,484 19,663
: : :
: : Changes in Commitments from: March 12, 2024 :
: 26,206: -475 2,321 21,469 4,444 1,765 25,437 25,555: 769 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 37.3 34.3 33.4 20.7 92.6 92.3: 7.4 7.7
Old : 100.0: 51.9 48.2 21.6 18.2 23.1 91.8 93.0: 8.2 7.0
Other: 100.0: 25.8 54.5 19.0 48.7 18.3 93.5 91.7: 6.5 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 100 127 126 101 86 284 264:
Old : 306: 105 101 69 71 70 207 209:
Other: 255: 62 95 76 78 61 196 179:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 11.5 21.5 19.6 9.7 8.7 15.8 14.5
Old : 14.3 16.2 23.3 26.9 13.1 15.8 21.5 25.3
Other: 19.8 18.9 32.1 28.7 19.4 18.1 31.6 26.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 294,636: 74,151 104,971 85,672 116,468 83,310 276,291 273,952: 18,346 20,684
Old : 128,123: 69,610 67,829 15,194 35,761 34,247 120,565 117,270: 7,558 10,853
Other: 166,513: 34,862 67,463 40,157 80,706 49,062 155,725 156,682: 10,788 9,831
: : :
: : Changes in Commitments from: March 12, 2024 :
: 6,042: 229 4,927 6,458 -17 -5,443 6,669 5,942: -627 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 35.6 29.1 39.5 28.3 93.8 93.0: 6.2 7.0
Old : 100.0: 54.3 52.9 11.9 27.9 26.7 94.1 91.5: 5.9 8.5
Other: 100.0: 20.9 40.5 24.1 48.5 29.5 93.5 94.1: 6.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 62 82 79 74 85 182 203:
Old : 214: 64 63 36 47 61 127 144:
Other: 197: 45 59 50 68 76 143 157:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 14.2 24.7 24.1 11.4 12.1 19.3 19.5
Old : 16.7 25.3 29.3 41.0 16.7 25.0 28.8 40.4
Other: 19.0 15.6 30.8 27.2 12.4 13.3 21.7 23.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,999,136: 271,844 464,967 722,216 795,058 597,974 1,789,119 1,785,157: 210,018 213,979
Old : 1,469,812: 320,590 527,483 386,935 599,331 429,571 1,306,855 1,343,989: 162,957 125,824
Other: 529,324: 155,822 142,053 130,713 195,728 168,402 482,263 441,169: 47,060 88,155
: : :
: : Changes in Commitments from: March 12, 2024 :
: 37,704: -6,591 -23,146 14,245 26,309 43,075 33,963 34,175: 3,741 3,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 23.3 36.1 39.8 29.9 89.5 89.3: 10.5 10.7
Old : 100.0: 21.8 35.9 26.3 40.8 29.2 88.9 91.4: 11.1 8.6
Other: 100.0: 29.4 26.8 24.7 37.0 31.8 91.1 83.3: 8.9 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 763: 141 182 206 365 352 620 637:
Old : 728: 133 175 182 343 314 582 570:
Other: 509: 87 92 89 187 269 314 411:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.7 10.2 17.2 17.9 7.3 6.9 12.0 10.7
Old : 11.9 12.5 19.2 19.7 9.5 11.1 15.6 17.1
Other: 19.6 16.4 29.6 26.2 18.5 15.3 26.1 20.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 995,024: 91,668 250,957 321,789 521,432 347,919 934,889 920,665: 60,135 74,359
Old : 734,258: 99,438 207,695 214,127 376,326 266,659 689,891 688,482: 44,367 45,776
Other: 260,766: 33,077 84,109 66,815 145,107 81,260 244,998 232,183: 15,768 28,583
: : :
: : Changes in Commitments from: March 12, 2024 :
: 43,198: -1,032 -15,973 16,593 27,321 38,985 42,882 39,606: 316 3,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 25.2 32.3 52.4 35.0 94.0 92.5: 6.0 7.5
Old : 100.0: 13.5 28.3 29.2 51.3 36.3 94.0 93.8: 6.0 6.2
Other: 100.0: 12.7 32.3 25.6 55.6 31.2 94.0 89.0: 6.0 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 523: 113 166 203 195 201 437 454:
Old : 504: 115 158 174 176 179 395 413:
Other: 355: 75 95 87 122 142 247 278:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 12.2 21.2 19.9 10.4 9.3 16.1 14.8
Old : 14.6 14.9 23.1 23.2 12.8 13.3 18.9 19.6
Other: 16.2 16.0 26.9 26.7 13.6 13.7 21.2 21.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 621,449: 106,358 128,199 203,410 281,360 263,809 591,128 595,418: 30,321 26,032
Old : 493,989: 129,612 131,362 133,223 206,760 206,323 469,595 470,908: 24,395 23,082
Other: 127,460: 27,828 47,918 19,106 74,600 57,486 121,534 124,510: 5,926 2,950
: : :
: : Changes in Commitments from: March 12, 2024 :
: 25,654: -4,247 -17,426 18,070 11,857 26,583 25,679 27,227: -26 -1,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 20.6 32.7 45.3 42.5 95.1 95.8: 4.9 4.2
Old : 100.0: 26.2 26.6 27.0 41.9 41.8 95.1 95.3: 4.9 4.7
Other: 100.0: 21.8 37.6 15.0 58.5 45.1 95.4 97.7: 4.6 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 94 92 119 109 106 278 258:
Old : 331: 101 87 98 105 104 263 241:
Other: 172: 47 46 34 55 40 120 105:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 17.9 17.7 27.0 7.8 15.6 13.2 22.4
Old : 10.6 18.8 19.5 28.3 9.2 16.7 15.7 24.9
Other: 19.7 29.0 33.6 46.9 17.4 27.6 30.4 43.5
UST BOND - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,652,954: 235,258 259,545 126,165 1,085,410 1,106,256 1,446,833 1,491,966: 206,122 160,989
Old : 1,652,954: 235,258 259,545 126,165 1,085,410 1,106,256 1,446,833 1,491,966: 206,122 160,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -10,362: 4,829 -23,718 -1,471 -10,615 5,664 -7,257 -19,525: -3,106 9,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.7 7.6 65.7 66.9 87.5 90.3: 12.5 9.7
Old : 100.0: 14.2 15.7 7.6 65.7 66.9 87.5 90.3: 12.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 27 36 43 119 120 172 173:
Old : 214: 27 36 43 119 120 172 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 18.3 31.8 29.8 17.9 15.8 30.4 25.8
Old : 19.1 18.3 31.8 29.8 17.9 15.8 30.4 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,587,351: 140,011 444,614 6,710 1,263,123 976,154 1,409,845 1,427,478: 177,506 159,873
Old : 1,587,351: 140,011 444,614 6,710 1,263,123 976,154 1,409,845 1,427,478: 177,506 159,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -3,280: 3,420 -8,435 -2,128 -8,539 7,530 -7,247 -3,033: 3,967 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 28.0 0.4 79.6 61.5 88.8 89.9: 11.2 10.1
Old : 100.0: 8.8 28.0 0.4 79.6 61.5 88.8 89.9: 11.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 14 22 15 102 92 124 121:
Old : 168: 14 22 15 102 92 124 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 32.5 37.8 49.1 21.3 31.1 34.0 42.6
Old : 22.2 32.5 37.8 49.1 21.3 31.1 34.0 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 549,577: 83,600 133,918 158,544 256,073 223,534 498,216 515,995: 51,361 33,582
Old : 458,461: 89,010 131,143 119,615 208,019 179,711 416,644 430,468: 41,817 27,993
Other: 91,116: 18,779 26,964 14,740 48,054 43,823 81,572 85,527: 9,544 5,589
: : :
: : Changes in Commitments from: March 12, 2024 :
: 14,036: 4,809 -5,368 6,974 1,210 10,335 12,993 11,941: 1,043 2,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 24.4 28.8 46.6 40.7 90.7 93.9: 9.3 6.1
Old : 100.0: 19.4 28.6 26.1 45.4 39.2 90.9 93.9: 9.1 6.1
Other: 100.0: 20.6 29.6 16.2 52.7 48.1 89.5 93.9: 10.5 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 80 88 110 145 122 293 262:
Old : 335: 89 82 99 140 112 283 241:
Other: 184: 32 47 36 85 54 142 113:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.4 17.8 16.2 27.1 6.7 16.9 11.6 25.1
Old : 9.8 16.9 16.8 26.2 7.8 16.3 13.0 25.1
Other: 17.2 31.3 27.4 46.7 17.1 30.3 26.9 42.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,335: 4,863 1,510 479 3,334 8,380 8,676 10,369: 2,659 966
Old : 8,792: 4,705 1,583 141 1,732 6,239 6,579 7,963: 2,213 829
Other: 2,544: 231 0 264 1,602 2,142 2,098 2,406: 446 138
: : :
: : Changes in Commitments from: March 12, 2024 :
: -853: -669 201 -220 92 -886 -797 -905: -55 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 13.3 4.2 29.4 73.9 76.5 91.5: 23.5 8.5
Old : 100.0: 53.5 18.0 1.6 19.7 71.0 74.8 90.6: 25.2 9.4
Other: 100.0: 9.1 0.0 10.4 63.0 84.2 82.5 94.6: 17.5 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 30 5 6 19 18 50 28:
Old : 61: 28 7 5 16 16 46 26:
Other: 22: 6 0 3 11 11 17 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 49.9 40.6 64.7 23.8 47.9 37.4 62.2
Old : 27.1 46.1 42.3 63.6 27.1 44.2 42.3 61.7
Other: 62.7 75.7 75.8 88.9 58.0 74.9 66.8 80.3
UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 3,785,679: 410,590 1,317,436 133,636 2,993,020 2,200,765 3,537,246 3,651,837: 248,433 133,841
Old : 3,785,679: 410,590 1,317,436 133,636 2,993,020 2,200,765 3,537,246 3,651,837: 248,433 133,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: 81,686: -9,660 -46,857 35,034 62,452 93,842 87,827 82,019: -6,141 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 34.8 3.5 79.1 58.1 93.4 96.5: 6.6 3.5
Old : 100.0: 10.8 34.8 3.5 79.1 58.1 93.4 96.5: 6.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 475: 98 63 43 249 189 366 276:
Old : 475: 98 63 43 249 189 366 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 25.3 28.7 39.0 18.7 24.7 26.2 36.9
Old : 19.5 25.3 28.7 39.0 18.7 24.7 26.2 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 5,062,898: 443,466 995,193 539,507 3,637,689 3,133,072 4,620,663 4,667,772: 442,235 395,126
Old : 5,062,898: 443,466 995,193 539,507 3,637,689 3,133,072 4,620,663 4,667,772: 442,235 395,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: 47,304: -13,374 1,676 10,213 19,843 15,659 16,682 27,548: 30,622 19,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 19.7 10.7 71.8 61.9 91.3 92.2: 8.7 7.8
Old : 100.0: 8.8 19.7 10.7 71.8 61.9 91.3 92.2: 8.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 55 85 77 238 208 344 319:
Old : 413: 55 85 77 238 208 344 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 18.2 28.2 28.1 16.2 17.5 23.5 25.4
Old : 19.2 18.2 28.2 28.1 16.2 17.5 23.5 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,033,892: 294,829 448,080 36,646 1,497,226 1,264,204 1,828,701 1,748,930: 205,191 284,962
Old : 2,033,892: 294,829 448,080 36,646 1,497,226 1,264,204 1,828,701 1,748,930: 205,191 284,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -5,470: 3,688 23,344 -260 -8,088 -35,016 -4,661 -11,932: -809 6,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 22.0 1.8 73.6 62.2 89.9 86.0: 10.1 14.0
Old : 100.0: 14.5 22.0 1.8 73.6 62.2 89.9 86.0: 10.1 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 27 27 18 98 114 132 152:
Old : 203: 27 27 18 98 114 132 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 25.8 45.3 38.2 28.3 23.1 38.7 32.5
Old : 31.6 25.8 45.3 38.2 28.3 23.1 38.7 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 x Index Points :
: : :
All : 5,487: 1,509 889 2,725 465 0 4,699 3,614: 788 1,873
Old : 5,487: 1,509 889 2,725 465 0 4,699 3,614: 788 1,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 16.2 49.7 8.5 0.0 85.6 65.9: 14.4 34.1
Old : 100.0: 27.5 16.2 49.7 8.5 0.0 85.6 65.9: 14.4 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 12 2 2 0 9 14:
Old : 21: 6 12 2 2 0 9 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 56.5 85.2 61.3 33.9 9.3 36.0 13.6
Old : 82.5 56.5 85.2 61.3 33.9 9.3 36.0 13.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 6,200,995: 388,827 1,560,204 333,048 5,063,556 3,976,736 5,785,431 5,869,988: 415,564 331,007
Old : 6,200,995: 388,827 1,560,204 333,048 5,063,556 3,976,736 5,785,431 5,869,988: 415,564 331,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: 40,019: 43,213 -60,320 49,532 -56,120 22,645 36,625 11,857: 3,393 28,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 25.2 5.4 81.7 64.1 93.3 94.7: 6.7 5.3
Old : 100.0: 6.3 25.2 5.4 81.7 64.1 93.3 94.7: 6.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 58 56 52 231 204 322 279:
Old : 409: 58 56 52 231 204 322 279:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 24.5 31.1 36.3 20.2 24.4 27.1 35.7
Old : 22.1 24.5 31.1 36.3 20.2 24.4 27.1 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FED FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,855,447: 151,004 345,849 313,079 1,352,227 1,160,168 1,816,310 1,819,096: 39,137 36,351
Old : 1,855,447: 151,004 345,849 313,079 1,352,227 1,160,168 1,816,310 1,819,096: 39,137 36,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: 59,677: 20,971 20,066 45,915 -8,830 -6,608 58,056 59,373: 1,621 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 18.6 16.9 72.9 62.5 97.9 98.0: 2.1 2.0
Old : 100.0: 8.1 18.6 16.9 72.9 62.5 97.9 98.0: 2.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 28 40 44 81 79 136 137:
Old : 162: 28 40 44 81 79 136 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 20.2 42.7 32.1 12.3 10.2 18.0 16.8
Old : 27.6 20.2 42.7 32.1 12.3 10.2 18.0 16.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 93,905: 35,688 13,261 1,814 42,388 67,020 79,890 82,095: 14,015 11,809
Old : 93,905: 35,688 13,261 1,814 42,388 67,020 79,890 82,095: 14,015 11,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -21,184: 4,657 -753 -8,400 -14,594 -8,672 -18,337 -17,825: -2,847 -3,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 14.1 1.9 45.1 71.4 85.1 87.4: 14.9 12.6
Old : 100.0: 38.0 14.1 1.9 45.1 71.4 85.1 87.4: 14.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 31 24 15 28 29 67 60:
Old : 104: 31 24 15 28 29 67 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 42.7 47.1 56.1 34.2 42.7 46.8 56.1
Old : 34.5 42.7 47.1 56.1 34.2 42.7 46.8 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 93,905: 35,688 13,261 1,814 42,388 67,020 79,890 82,095: 14,015 11,809
Old : 93,905: 35,688 13,261 1,814 42,388 67,020 79,890 82,095: 14,015 11,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -18,489: 5,437 -1,315 -7,297 -14,508 -7,684 -16,367 -16,296: -2,122 -2,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 14.1 1.9 45.1 71.4 85.1 87.4: 14.9 12.6
Old : 100.0: 38.0 14.1 1.9 45.1 71.4 85.1 87.4: 14.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 31 24 15 28 29 67 60:
Old : 104: 31 24 15 28 29 67 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 42.7 47.1 56.1 34.2 42.7 46.8 56.1
Old : 34.5 42.7 47.1 56.1 34.2 42.7 46.8 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 51,890: 0 4,829 0 49,230 46,086 49,230 50,915: 2,660 975
Old : 51,890: 0 4,829 0 49,230 46,086 49,230 50,915: 2,660 975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -25,130: 0 -2,135 0 -24,667 -22,724 -24,667 -24,859: -463 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.3 0.0 94.9 88.8 94.9 98.1: 5.1 1.9
Old : 100.0: 0.0 9.3 0.0 94.9 88.8 94.9 98.1: 5.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 5 0 25 13 25 18:
Old : 39: 0 5 0 25 13 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 73.8 64.0 87.6 38.1 73.8 61.7 87.6
Old : 39.9 73.8 64.0 87.6 38.1 73.8 61.7 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 99,701: 11,706 19,561 3,492 84,168 76,557 99,366 99,610: 335 91
Old : 99,701: 11,706 19,561 3,492 84,168 76,557 99,366 99,610: 335 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: 1,494: 249 12 1,456 -211 0 1,494 1,468: 0 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 19.6 3.5 84.4 76.8 99.7 99.9: 0.3 0.1
Old : 100.0: 11.7 19.6 3.5 84.4 76.8 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 22 11 5 6 1 30 15:
Old : 40: 22 11 5 6 1 30 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.6 89.1 94.0 96.8 86.2 89.1 90.7 95.4
Old : 87.6 89.1 94.0 96.8 86.2 89.1 90.7 95.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 76,636: 25,586 25,599 51,031 0 0 76,617 76,630: 19 6
Old : 76,636: 25,586 25,599 51,031 0 0 76,617 76,630: 19 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -4,550: -3,150 -3,129 -1,406 0 0 -4,556 -4,535: 6 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 33.4 66.6 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 33.4 33.4 66.6 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 17 9 4 0 0 19 11:
Old : 26: 17 9 4 0 0 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 98.9 89.1 99.8 19.2 32.9 30.0 33.4
Old : 72.6 98.9 89.1 99.8 19.2 32.9 30.0 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 39,008: 28,169 19,361 10,820 0 8,748 38,989 38,929: 19 79
Old : 39,008: 28,169 19,361 10,820 0 8,748 38,989 38,929: 19 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: -2,399: 466 251 -2,873 0 221 -2,407 -2,401: 8 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 49.6 27.7 0.0 22.4 100.0 99.8: 0.0 0.2
Old : 100.0: 72.2 49.6 27.7 0.0 22.4 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 14 4 0 1 15 17:
Old : 28: 13 14 4 0 1 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 81.3 89.9 92.6 51.3 60.2 66.6 67.9
Old : 68.9 81.3 89.9 92.6 51.3 60.2 66.6 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2024